+423.0%
ECHO vs NTRS
+168.2%
+254.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.7% |
| 7D | +3.7% | +1.4% | +2.3% | +2.7% |
| 30D | +0.7% | -0.7% | +1.3% | +1.1% |
| 3M | -27.3% | +11.3% | -38.6% | -32.6% |
| 6M | -17.0% | +35.5% | -52.5% | -33.7% |
| YTD | -14.3% | +40.6% | -54.9% | -33.8% |
| 1Y | +20.9% | +49.2% | -28.3% | -11.0% |
| 3Y | +423.0% | +167.2% | +255.7% | +141.2% |
| All | +423.0% | +168.2% | +254.8% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling